-25.7%
FN vs TNA
+37.5%
-63.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -9.1% |
| 7D | -7.0% | +2.4% | -9.4% | -8.8% |
| 30D | -24.7% | -0.9% | -23.8% | -24.6% |
| 3M | -35.7% | -19.2% | -16.4% | -25.0% |
| 6M | -52.4% | -0.8% | -51.6% | -52.0% |
| YTD | -25.0% | +33.2% | -58.2% | -42.0% |
| 1Y | -25.7% | +38.5% | -64.2% | -43.5% |
| All | -25.7% | +37.5% | -63.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling